搜索结果: 1-3 共查到“描述统计学 random matrices”相关记录3条 . 查询时间(0.124 秒)
Large deviations and stochastic calculus for large random matrices
large deviations random matrices non-commutative measure integration.
2009/5/18
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory e...
Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
random matrices largest eigenvalues Poisson statistics
2009/4/28
We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Poisson statistics.
On the lower bound of the spectral norm of symmetric random matrices with independent entries
spectral norm random symmetric matrix
2009/3/20
We show that the spectral radius of an N-dimensional random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by 2σ - o(N-6/11+ε), where σ2 ...